Have you tried hiding it, then centering and opening it?
var accessWindow = $("#accessDiv").kendoWindow({
actions: {}, /*from Vlad's answer*/
draggable: true,
height: "300px",
modal: true,
resizable: false,
title: "Access",
width: "500px",
visible: false /*don't show it yet*/
}).data("kendoWindow").center().open();
from: http://www.kendoui.com/forums/ui/window/kendowindow-center-doesn-t-work-when-inside-an-iframe.aspx